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Given that I can simulate $X \sim Beta(a,b)$ on $(0,1)$, how can I simulate $Y \sim GBeta(a,b)$ (generalized beta) on $(p, q)$ for arbitrary $p, q \in \mathbb{R}$? Is it just $Y = (p-q) X + p$

rrrrr
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  • FYI "generalized beta" name is also taken https://en.wikipedia.org/wiki/Generalized_beta_distribution – Tim Oct 21 '17 at 13:32

1 Answers1

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This is non-standard beta distribution. Simply take

$$ Y = X \times (q - p) + p $$

Tim
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